Soc. Generale Call 200 TRV 20.12.2024
/ DE000SU2YKF7
Soc. Generale Call 200 TRV 20.12..../ DE000SU2YKF7 /
| 9/20/2024 8:27:16 AM |
Chg.-0.28 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.47EUR |
-7.47% |
-
Bid Size: - |
-
Ask Size: - |
The Travelers Compan... |
200.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
SU2YKF |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
11/29/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.62 |
| Intrinsic value: |
3.45 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.19 |
| Parity: |
3.45 |
| Time value: |
0.41 |
| Break-even: |
217.76 |
| Moneyness: |
1.19 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.05 |
| Spread %: |
1.31% |
| Delta: |
0.87 |
| Theta: |
-0.06 |
| Omega: |
4.83 |
| Rho: |
0.36 |
Quote data
| Open: |
3.47 |
| High: |
3.47 |
| Low: |
3.47 |
| Previous Close: |
3.75 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.27% |
| 1 Month |
|
|
+72.64% |
| 3 Months |
|
|
+65.24% |
| YTD |
|
|
+164.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.87 |
3.47 |
| 1M High / 1M Low: |
3.87 |
2.01 |
| 6M High / 6M Low: |
3.87 |
1.37 |
| High (YTD): |
9/18/2024 |
3.87 |
| Low (YTD): |
7/22/2024 |
1.37 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.39 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.10% |
| Volatility 6M: |
|
149.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
